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Jan

21

Optimal Investment with Transaction Costs and Stochastic Volatility

Time

4:40pm to 4:40pm

Locations

LS 152

Locations

Host Applied Mathematics Speaker Ronnie Sircar Princeton University Description Abstract: We analyze the joint impact of transaction costs and uncertain volatility on the problem of portfolio...

Dec

1

Coping with Nonlinearity and High-Dimensionality to Control Complex Networks

Time

4:40pm to 5:55pm

Locations

LS 104

Locations

HostApplied Mathematics SpeakerAdilson E. MotterNorthwestern Universityhttp://dyn.phys.northwestern.edu/ Description Abstract: An increasing number of systems are now modeled as complex networks of...

Nov

24

Recent Advances of Optimal Design of Experiment

Time

4:40pm to 5:55pm

Locations

LS 104

Locations

HostApplied Mathematics SpeakerMin YangUIChttp://www.math.uic.edu/people/profile?netid=myang2 Description Abstract: Designing experiments is an integral part of the scientific process, both for...

Nov

17

Flows on 3-Manifolds without Periodic Orbits

Time

4:40pm to 5:55pm

Locations

E1 104

Locations

HostApplied Mathematics Speaker Ana RechtmanUniversité de Strasbourg, Francehttp://www-irma.u-strasbg.fr/~rechtman/ Description Abstract: The topology of a manifold determines if a flow has fixed...

Nov

10

Fair and Profitable Bilateral Prices under Funding Costs and Collateralization

Time

5:00pm to 6:25pm

Locations

E1 104

Locations

HostApplied Mathematics SpeakerMarek RutkowskiUniversity of Sydneyhttp://sydney.edu.au/science/people/marek.rutkowski.php Description Abstract: Bielecki and Rutkowski (2014) introduced and studied a...

Nov

3

Lateral Diffusion, Electrostatic Forces, and Protein-Mediated Bilayer Membrane Morphology

Time

4:40pm to 5:50pm

Locations

E1 104

Locations

HostApplied Mathematics SpeakerYongcheng ZhouColorado State Universityhttp://www.math.colostate.edu/~yzhou/ Description Abstract: Bilayer membrane deformation is involved in many biological processes...

Oct

27

Another Look at Markoff's Work on Quadratic Forms

Time

4:40pm to 5:55pm

Locations

E1 104

Locations

Host Applied Mathematics Speaker Aaron Lauve Loyola University-Chicago http://webpages.math.luc.edu/~lauve/ Description Abstract: During his study of binary quadratic forms ax^2 + bxy + cy^2 in the...

Oct

20

Fast, Stable, and Matrix-Free Direct Solvers for Large Dense Linear Systems

Time

4:40pm to 5:55pm

Locations

E1 104

Locations

Host Applied Mathematics Speaker Jianlin Xia Purdue University www.math.purdue.edu/~xiaj/ Description Abstract: In numerical computations and engineering simulations, solving large dense linear...

Sep

29

Sparse Matrix Algorithms: Combinatorics + Numerical Methods + Applications

Time

4:40pm to 5:55pm

Locations

E1 104

Locations

HostApplied Mathematics SpeakerTim DavisTexas A&Mhttp://www.cise.ufl.edu/~davis/welcome.html Tim Davis received his PhD from the University of Ï㽶´«Ã½ at Urbana-Champaign in 1989. After a postdoc at...

Sep

22

Self-Tuning in Nonparametric Regression

Time

4:40pm to 5:55pm

Locations

E1 104

Locations

Host Applied Mathematics Speaker Samory Kptoufe Princeton University http://www.princeton.edu/~samory/ Description Abstract: Contemporary statistical procedures are making inroads into a diverse range...